+6.9%
GLW vs EME
+1.3%
+5.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +3.7% |
| 7D | +3.8% | +1.9% | +1.9% | +1.6% |
| 30D | -1.3% | -8.3% | +6.9% | +9.2% |
| 3M | -21.8% | -10.7% | -11.1% | -2.9% |
| 6M | +6.9% | +1.9% | +5.0% | +7.3% |
| All | +6.9% | +1.3% | +5.6% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded EME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling